Mason, Andrew N.; Elkassabgi, Ahmed - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-10
The 2019 COVID-19 pandemic led to an economic slowdown worldwide and shook the investment world. Pharmaceutical … employed for vaccine news announcements between 2 January 2020 and 4 March 2022. Stock returns and volatility were analyzed … volatility was observed for Pfizer, Moderna, and the S&P 500 index stocks immediately before positive vaccine development …